+464.7%
RTX vs HCA
+1,648.5%
-1,183.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.2% |
| 30D | -9.4% | -1.1% | -8.2% | -9.1% |
| 3M | +12.3% | +12.2% | +0.1% | +7.8% |
| 6M | -3.1% | -25.3% | +22.2% | +5.7% |
| YTD | +10.7% | -12.9% | +23.6% | +14.7% |
| 1Y | +28.4% | -0.9% | +29.3% | +27.1% |
| 3Y | +147.1% | +47.6% | +99.4% | +110.2% |
| 5Y | +167.2% | +67.0% | +100.3% | +111.2% |
| 10Y | +274.7% | +471.4% | -196.7% | +99.8% |
| All | +464.7% | +1,648.5% | -1,183.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling